Trading Metrics calculated at close of trading on 16-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
12,573.73 |
12,776.33 |
202.60 |
1.6% |
12,772.02 |
High |
12,784.73 |
12,779.58 |
-5.15 |
0.0% |
12,830.29 |
Low |
12,573.04 |
12,690.05 |
117.01 |
0.9% |
12,492.25 |
Close |
12,777.09 |
12,727.21 |
-49.88 |
-0.4% |
12,777.09 |
Range |
211.69 |
89.53 |
-122.16 |
-57.7% |
338.04 |
ATR |
157.68 |
152.81 |
-4.87 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,000.87 |
12,953.57 |
12,776.45 |
|
R3 |
12,911.34 |
12,864.04 |
12,751.83 |
|
R2 |
12,821.81 |
12,821.81 |
12,743.62 |
|
R1 |
12,774.51 |
12,774.51 |
12,735.42 |
12,753.40 |
PP |
12,732.28 |
12,732.28 |
12,732.28 |
12,721.72 |
S1 |
12,684.98 |
12,684.98 |
12,719.00 |
12,663.87 |
S2 |
12,642.75 |
12,642.75 |
12,710.80 |
|
S3 |
12,553.22 |
12,595.45 |
12,702.59 |
|
S4 |
12,463.69 |
12,505.92 |
12,677.97 |
|
|
Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,714.00 |
13,583.58 |
12,963.01 |
|
R3 |
13,375.96 |
13,245.54 |
12,870.05 |
|
R2 |
13,037.92 |
13,037.92 |
12,839.06 |
|
R1 |
12,907.50 |
12,907.50 |
12,808.08 |
12,972.71 |
PP |
12,699.88 |
12,699.88 |
12,699.88 |
12,732.48 |
S1 |
12,569.46 |
12,569.46 |
12,746.10 |
12,634.67 |
S2 |
12,361.84 |
12,361.84 |
12,715.12 |
|
S3 |
12,023.80 |
12,231.42 |
12,684.13 |
|
S4 |
11,685.76 |
11,893.38 |
12,591.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,830.29 |
12,492.25 |
338.04 |
2.7% |
158.13 |
1.2% |
70% |
False |
False |
|
10 |
12,961.30 |
12,492.25 |
469.05 |
3.7% |
137.91 |
1.1% |
50% |
False |
False |
|
20 |
12,961.30 |
12,450.17 |
511.13 |
4.0% |
150.96 |
1.2% |
54% |
False |
False |
|
40 |
12,961.30 |
12,035.09 |
926.21 |
7.3% |
158.10 |
1.2% |
75% |
False |
False |
|
60 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
149.63 |
1.2% |
53% |
False |
False |
|
80 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
146.53 |
1.2% |
53% |
False |
False |
|
100 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
137.18 |
1.1% |
53% |
False |
False |
|
120 |
13,338.66 |
12,035.09 |
1,303.57 |
10.2% |
133.24 |
1.0% |
53% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,160.08 |
2.618 |
13,013.97 |
1.618 |
12,924.44 |
1.000 |
12,869.11 |
0.618 |
12,834.91 |
HIGH |
12,779.58 |
0.618 |
12,745.38 |
0.500 |
12,734.82 |
0.382 |
12,724.25 |
LOW |
12,690.05 |
0.618 |
12,634.72 |
1.000 |
12,600.52 |
1.618 |
12,545.19 |
2.618 |
12,455.66 |
4.250 |
12,309.55 |
|
|
Fisher Pivots for day following 16-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
12,734.82 |
12,697.64 |
PP |
12,732.28 |
12,668.06 |
S1 |
12,729.75 |
12,638.49 |
|